CIK: 0001217541 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 10, 2016
Total Value ($000): $15,830,103 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ABT | Abbott Laboratories | 11,968,670 | $470,488 | 3.0% | $31.78 | +4.9% | COM | 002824100 |
| C | Citigroup, Inc. | 10,215,308 | $433,027 | 2.7% | $35.54 | -6.9% | COM | 172967424 |
| — | Cimarex Energy Co. | 3,507,769 | $418,547 | 2.6% | $94.67 | — | COM | 171798101 |
| PFE | Pfizer, Inc. | 11,646,559 | $410,075 | 2.6% | $17.15 | +22.7% | COM | 717081103 |
| — | United Technologies Corp. | 3,677,404 | $377,118 | 2.4% | $96.21 | — | COM | 913017109 |
| PG | Procter & Gamble Co. | 4,126,596 | $349,399 | 2.2% | $56.24 | +12.6% | COM | 742718109 |
| GOOGL | Alphabet, Inc. (Cl. A) | 468,856 | $329,854 | 2.1% | $36.70 | -0.8% | COM | 02079K305 |
| COF | Capital One Financial Corp. | 5,182,964 | $329,170 | 2.1% | $63.50 | -7.6% | COM | 14040H105 |
| CSCO | Cisco Systems, Inc. | 11,263,573 | $323,152 | 2.0% | $17.36 | +20.1% | COM | 17275R102 |
| MS | Morgan Stanley | 12,149,704 | $315,649 | 2.0% | $19.20 | +3.6% | COM | 617446448 |
| JPM | JPMorgan Chase & Co. | 5,036,017 | $312,938 | 2.0% | $36.96 | +30.8% | COM | 46625H100 |
| WHR | Whirlpool Corp. | 1,865,510 | $310,869 | 2.0% | $158.66 | +11.2% | COM | 963320106 |
| TJX | TJX Cos., Inc. | 3,966,330 | $306,320 | 1.9% | $22.48 | +48.3% | COM | 872540109 |
| AAPL | Apple, Inc. | 3,136,874 | $299,885 | 1.9% | $20.54 | +10.1% | COM | 037833100 |
| MET | MetLife, Inc. | 7,356,802 | $293,021 | 1.9% | $31.43 | -10.5% | COM | 59156R108 |
| WTW | Willis Towers Watson PLC | 2,356,424 | $292,927 | 1.9% | $100.14 | +7.5% | COM | G96629103 |
| SYY | Sysco Corp. | 5,599,482 | $284,118 | 1.8% | $27.29 | +38.1% | COM | 871829107 |
| BWA | Borgwarner, Inc. | 9,583,340 | $282,900 | 1.8% | $34.40 | -24.2% | COM | 099724106 |
| KMB | Kimberly-Clark Corp. | 2,011,960 | $276,604 | 1.7% | $65.41 | +43.6% | COM | 494368103 |
| CMCSA | Comcast Corp. (Cl A) | 3,862,048 | $251,767 | 1.6% | $16.52 | +49.6% | COM | 20030N101 |
| PH | Parker Hannifin Corp. | 2,202,953 | $238,029 | 1.5% | $84.20 | +14.6% | COM | 701094104 |
| — | Vantiv, Inc. | 4,090,187 | $231,505 | 1.5% | $31.79 | — | COM | 92210H105 |
| MSFT | Microsoft Corp. | 4,480,332 | $229,259 | 1.4% | $31.71 | +45.0% | COM | 594918104 |
| WFC | Wells Fargo & Co. | 4,664,313 | $220,762 | 1.4% | $38.61 | -3.6% | COM | 949746101 |
| MDT | Medtronic PLC | 2,470,305 | $214,348 | 1.4% | $53.02 | +19.8% | COM | G5960L103 |
| TGNA | Tegna, Inc. | 8,961,872 | $207,647 | 1.3% | $17.79 | -17.8% | COM | 87901J105 |
| DIS | Walt Disney Co. | 2,060,452 | $201,553 | 1.3% | $58.76 | +56.9% | COM | 254687106 |
| BEN | Franklin Resources, Inc. | 5,975,996 | $199,419 | 1.3% | $30.35 | -25.8% | COM | 354613101 |
| BPOP | Popular, Inc. | 6,711,080 | $196,635 | 1.2% | $22.38 | +0.9% | COM | 733174700 |
| VFC | V.F. Corp. | 3,122,197 | $191,984 | 1.2% | $52.08 | +13.6% | COM | 918204108 |
| CAR | Avis Budget Group, Inc. | 5,850,944 | $188,576 | 1.2% | $28.54 | -8.0% | COM | 053774105 |
| MRSH | Marsh & McLennan Cos., Inc. | 2,721,518 | $186,315 | 1.2% | $38.58 | +41.7% | COM | 571748102 |
| L | Loews Corp. | 4,529,096 | $186,101 | 1.2% | $35.60 | +6.6% | COM | 540424108 |
| — | Twenty-First Century Fox, Inc. | 6,811,199 | $185,605 | 1.2% | $32.78 | — | COM | 90130A200 |
| ITW | Illinois Tool Works, Inc. | 1,723,633 | $179,534 | 1.1% | $52.09 | +59.9% | COM | 452308109 |
| IBM | International Business Machine | 1,162,395 | $176,428 | 1.1% | $112.43 | -15.4% | COM | 459200101 |
| BKU | BankUnited, Inc. | 5,351,068 | $164,385 | 1.0% | $24.23 | +2.4% | COM | 06652K103 |
| — | Juniper Networks, Inc. | 7,067,807 | $158,955 | 1.0% | $21.14 | — | COM | 48203R104 |
| — | Hanesbrands, Inc. | 6,251,030 | $157,088 | 1.0% | $25.13 | — | COM | 410345102 |
| — | Linear Technology Corp. | 3,321,407 | $154,545 | 1.0% | $40.02 | — | COM | 535678106 |
| PGR | Progressive Corp. | 4,468,279 | $149,687 | 0.9% | $17.29 | +45.1% | COM | 743315103 |
| GT | Goodyear Tire & Rubber Co. | 5,827,832 | $149,542 | 0.9% | $25.85 | +11.0% | COM | 382550101 |
| HUBG | Hub Group, Inc. | 3,720,532 | $142,757 | 0.9% | $19.32 | +1.2% | COM | 443320106 |
| F | Ford Motor Co. | 11,130,717 | $139,913 | 0.9% | $7.94 | 0.0% | COM | 345370860 |
| NWL | Newell Brands, Inc. | 2,820,851 | $137,009 | 0.9% | $31.35 | 0.0% | COM | 651229106 |
| BRO | Brown & Brown, Inc. | 3,498,705 | $131,096 | 0.8% | $13.89 | +17.6% | COM | 115236101 |
| — | Colfax Corp. | 4,893,896 | $129,492 | 0.8% | $31.47 | — | COM | 194014106 |
| EOG | EOG Resources, Inc. | 1,490,311 | $124,322 | 0.8% | $61.57 | -3.6% | COM | 26875P101 |
| AIG | American International Group, | 2,304,228 | $121,871 | 0.8% | $33.59 | +28.9% | COM | 026874784 |
| POST | Post Holdings, Inc. | 1,472,849 | $121,790 | 0.8% | $28.97 | +66.9% | COM | 737446104 |
| PM | Philip Morris International, I | 1,148,255 | $116,800 | 0.7% | $48.29 | +27.2% | COM | 718172109 |
| BGS | B&G Foods, Inc. | 2,368,752 | $114,174 | 0.7% | $13.81 | +36.6% | COM | 05508R106 |
| BSX | Boston Scientific Corp. | 4,863,821 | $113,667 | 0.7% | $9.42 | +129.5% | COM | 101137107 |
| — | Lifepoint Health, Inc. | 1,686,261 | $110,231 | 0.7% | $68.45 | — | COM | 53219L109 |
| PNC | PNC Financial Services Group, | 1,326,780 | $107,987 | 0.7% | $49.95 | +26.1% | COM | 693475105 |
| — | Praxair, Inc. | 948,437 | $106,595 | 0.7% | $125.23 | — | COM | 74005P104 |
| SYK | Stryker Corp. | 883,282 | $105,844 | 0.7% | $75.48 | +32.9% | COM | 863667101 |
| UGI | UGI Corp. | 2,150,610 | $97,315 | 0.6% | $32.16 | +31.1% | COM | 902681105 |
| — | Aetna, Inc. | 795,119 | $97,108 | 0.6% | $112.35 | — | COM | 00817Y108 |
| UPS | United Parcel Service, Inc. (C | 890,555 | $95,931 | 0.6% | $67.74 | +7.9% | COM | 911312106 |
| — | Nationstar Mortgage Holdings, | 7,839,040 | $88,268 | 0.6% | $17.08 | — | COM | 63861C109 |
| TMO | Thermo Fisher Scientific, Inc. | 574,065 | $84,824 | 0.5% | $130.26 | +10.2% | COM | 883556102 |
| — | Aaron's, Inc. | 3,832,719 | $83,898 | 0.5% | $25.01 | — | COM | 002535300 |
| CHTR | Charter Communications, Inc. ( | 361,354 | $82,620 | 0.5% | $214.89 | 0.0% | COM | 16119P108 |
| — | Navigators Group, Inc. | 893,715 | $82,195 | 0.5% | $61.92 | — | COM | 638904102 |
| UAL | United Continental Holdings, I | 1,948,220 | $79,955 | 0.5% | $47.32 | 0.0% | COM | 910047109 |
| DE | Deere & Co. | 983,217 | $79,680 | 0.5% | $71.47 | -2.1% | COM | 244199105 |
| AXTA | Axalta Coating Systems Ltd. | 3,001,150 | $79,621 | 0.5% | $28.03 | +1.1% | COM | G0750C108 |
| BRK/B | Berkshire Hathaway, Inc. (Cl B | 529,332 | $76,642 | 0.5% | $134.08 | +6.6% | COM | 084670702 |
| VISN | CommScope Holding Co. Inc. | 2,437,070 | $75,622 | 0.5% | $28.76 | +3.2% | COM | 20337X109 |
| KEX | Kirby Corp. | 1,200,530 | $74,901 | 0.5% | $61.92 | +5.8% | COM | 497266106 |
| FLO | Flowers Foods, Inc. | 3,793,779 | $71,133 | 0.4% | $13.56 | -6.2% | COM | 343498101 |
| — | iStar, Inc. | 7,371,817 | $70,696 | 0.4% | $11.91 | — | COM | 45031U101 |
| TAP | Molson Coors Brewing Co. (Cl B | 687,877 | $69,565 | 0.4% | $52.66 | +46.8% | COM | 60871R209 |
| — | Endurance Specialty Holdings L | 999,146 | $67,103 | 0.4% | $55.40 | — | COM | G30397106 |
| EMN | Eastman Chemical Co. | 937,660 | $63,667 | 0.4% | $55.26 | -3.1% | COM | 277432100 |
| BOKF | BOK Financial Corp. | 966,843 | $60,621 | 0.4% | $45.58 | +2.2% | COM | 05561Q201 |
| FRCB | First Republic Bank | 841,123 | $58,870 | 0.4% | $50.26 | +31.4% | COM | 33616C100 |
| MAA | Mid-America Apartment Communit | 518,618 | $55,181 | 0.3% | $47.99 | +50.1% | COM | 59522J103 |
| — | Aircastle Ltd. | 2,797,733 | $54,724 | 0.3% | $18.76 | — | COM | G0129K104 |
| — | ITC Holdings Corp. | 1,120,130 | $52,444 | 0.3% | $38.74 | — | COM | 465685105 |
| — | Enstar Group Ltd. | 316,087 | $51,203 | 0.3% | $140.57 | — | COM | G3075P101 |
| — | DST Systems, Inc. | 436,047 | $50,769 | 0.3% | $79.76 | — | COM | 233326107 |
| FHN | First Horizon National Corp. | 3,551,655 | $48,942 | 0.3% | $8.87 | +12.6% | COM | 320517105 |
| RGA | Reinsurance Group of America | 493,149 | $47,831 | 0.3% | $76.37 | +25.6% | COM | 759351604 |
| BR | Broadridge Financial Solutions | 723,042 | $47,142 | 0.3% | $22.91 | +129.2% | COM | 11133T103 |
| OM2 | Orthofix International N.V. | 1,068,717 | $45,314 | 0.3% | $32.90 | — | COM | N6748L102 |
| — | Alere, Inc. | 1,074,665 | $44,792 | 0.3% | $34.79 | — | COM | 01449J105 |
| MTN | Vail Resorts, Inc. | 316,425 | $43,739 | 0.3% | $82.54 | +59.9% | COM | 91879Q109 |
| EPC | Edgewell Personal Care Co. | 506,596 | $42,762 | 0.3% | $78.74 | -6.4% | COM | 28035Q102 |
| — | Universal American Corp. | 5,202,422 | $39,434 | 0.2% | $7.76 | — | COM | 91338E101 |
| — | Anixter International, Inc. | 703,822 | $37,500 | 0.2% | $57.17 | — | COM | 035290105 |
| — | Staples, Inc. | 4,307,503 | $37,131 | 0.2% | $11.81 | — | COM | 855030102 |
| LYV | Live Nation Entertainment, Inc | 1,553,411 | $36,505 | 0.2% | $20.54 | +11.1% | COM | 538034109 |
| PRU | Prudential Financial, Inc. | 485,926 | $34,666 | 0.2% | $43.11 | +13.6% | COM | 744320102 |
| — | Colony Capital, Inc. (Cl A) | 2,209,214 | $33,911 | 0.2% | $18.25 | — | COM | 19624R106 |
| — | SPX Flow, Inc. | 1,297,178 | $33,817 | 0.2% | $27.22 | — | COM | 78469X107 |
| NVR | NVR, Inc. | 17,565 | $31,272 | 0.2% | $1533.98 | +11.4% | COM | 62944T105 |
| TRN | Trinity Industries, Inc. | 1,564,549 | $29,054 | 0.2% | $14.42 | -32.8% | COM | 896522109 |
| LBTYAUSD | Liberty Global PLC (Cl A) | 988,149 | $28,716 | 0.2% | $40.04 | — | COM | G5480U104 |
| DOV | Dover Corp. | 413,445 | $28,660 | 0.2% | $42.44 | +8.0% | COM | 260003108 |
| — | Concordia International Corp. | 1,302,740 | $28,061 | 0.2% | $21.54 | — | COM | 20653P102 |
| — | Tenneco, Inc. | 581,784 | $27,117 | 0.2% | $45.89 | — | COM | 880349105 |
| BCO | Brink's Co. | 920,737 | $26,232 | 0.2% | $23.90 | +16.1% | COM | 109696104 |
| PRA | Proassurance Corp. | 478,705 | $25,635 | 0.2% | $48.72 | +2.9% | COM | 74267C106 |
| — | XL Group Ltd. | 739,387 | $24,629 | 0.2% | $33.82 | — | COM | G98290102 |
| — | Natus Medical, Inc. | 591,256 | $22,349 | 0.1% | $20.03 | — | COM | 639050103 |
| — | SVB Financial Group | 230,400 | $21,925 | 0.1% | $101.76 | — | COM | 78486Q101 |
| RRR | Red Rock Resorts, Inc. | 976,793 | $21,470 | 0.1% | $20.38 | 0.0% | COM | 75700L108 |
| — | Alleghany Corp. | 38,086 | $20,931 | 0.1% | $383.31 | — | COM | 017175100 |
| KEYS | Keysight Technologies, Inc. | 687,641 | $20,003 | 0.1% | $31.69 | -10.7% | COM | 49338L103 |
| TTC | Toro Co. | 196,009 | $17,288 | 0.1% | $23.03 | +89.6% | COM | 891092108 |
| ALK | Alaska Air Group, Inc. | 292,716 | $17,062 | 0.1% | $38.90 | +65.1% | COM | 011659109 |
| — | Fortress Investment Group LLC | 3,823,962 | $16,902 | 0.1% | $6.93 | — | COM | 34958B106 |
| COTY | Coty, Inc. (Cl A) | 582,950 | $15,151 | 0.1% | $14.67 | +62.5% | COM | 222070203 |
| SKT | Tanger Factory Outlet Centers, | 367,250 | $14,756 | 0.1% | $32.70 | — | COM | 875465106 |
| — | Allergan PLC | 62,502 | $14,444 | 0.1% | $272.56 | — | COM | G0177J108 |
| HY | Hyster-Yale Materials Handling | 240,790 | $14,325 | 0.1% | $46.46 | +5.2% | COM | 449172105 |
| CRI | Carter's, Inc. | 131,010 | $13,949 | 0.1% | $54.97 | +44.8% | COM | 146229109 |
| — | Hillenbrand, Inc. | 460,909 | $13,846 | 0.1% | $24.49 | — | COM | 431571108 |
| — | BioScrip, Inc. | 5,317,224 | $13,559 | 0.1% | $2.99 | — | COM | 09069N108 |
| — | ETF SER SOLUTIONS | 529,051 | $12,533 | 0.1% | $23.36 | — | DMND HILL VAL | 26922A875 |
| — | Infinity Property & Casualty C | 148,765 | $11,999 | 0.1% | $71.92 | — | COM | 45665Q103 |
| — | Sterling Bancorp | 753,869 | $11,836 | 0.1% | $13.37 | — | COM | 85917A100 |
| — | Greatbatch, Inc. | 365,806 | $11,314 | 0.1% | $33.15 | — | COM | 39153L106 |
| — | Valeant Pharmaceuticals Intern | 557,933 | $11,237 | 0.1% | $77.76 | — | COM | 91911K102 |
| — | Winthrop Realty Trust | 1,124,086 | $9,881 | 0.1% | $11.32 | — | COM | 976391300 |
| — | First of Long Island Corp. | 335,771 | $9,627 | 0.1% | $31.44 | — | COM | 320734106 |
| — | Corrections Corp. of America | 257,111 | $9,004 | 0.1% | $32.99 | — | COM | 22025Y407 |
| AGO | Assured Guaranty Ltd. | 348,123 | $8,832 | 0.1% | $17.51 | +24.9% | COM | G0585R106 |
| — | State Bank Financial Corp. | 420,954 | $8,566 | 0.1% | $17.50 | — | COM | 856190103 |
| TRS | TriMas Corp. | 446,001 | $8,028 | 0.1% | $25.50 | -32.0% | COM | 896215209 |
| — | American Equity Investment Lif | 502,515 | $7,161 | 0.0% | $17.08 | — | COM | 025676206 |
| — | First Niagara Financial Group, | 689,726 | $6,718 | 0.0% | $9.74 | — | COM | 33582V108 |
| — | GlaxoSmithKline PLC | 151,307 | $6,558 | 0.0% | $43.98 | — | COM | 37733W105 |
| — | Noble Energy, Inc. | 168,624 | $6,049 | 0.0% | $43.13 | — | COM | 655044105 |
| — | Rovi Corp. | 380,292 | $5,948 | 0.0% | $18.55 | — | COM | 779376102 |
| — | Cincinnati Bell, Inc. | 1,249,503 | $5,710 | 0.0% | $4.37 | — | COM | 171871106 |
| — | Carrizo Oil & Gas, Inc. | 149,287 | $5,352 | 0.0% | $29.11 | — | COM | 144577103 |
| CALY | Callaway Golf Co. | 394,902 | $4,032 | 0.0% | $6.48 | +46.9% | COM | 131193104 |
| GLRE | Greenlight Capital Re Ltd. | 192,395 | $3,879 | 0.0% | $25.64 | -19.7% | COM | G4095J109 |
| KMT | Kennametal, Inc. | 147,551 | $3,262 | 0.0% | $28.46 | -36.3% | COM | 489170100 |
| — | Discover Financial Services | 42,947 | $2,302 | 0.0% | $51.08 | — | COM | 254709108 |
| GOOG | Alphabet, Inc. (Cl. C) | 3,204 | $2,217 | 0.0% | $35.59 | +0.2% | COM | 02079K107 |
| — | Horizon Global Corp. | 178,577 | $2,027 | 0.0% | $8.82 | — | COM | 44052W104 |
| CSGS | CSG Systems International, Inc | 45,115 | $1,819 | 0.0% | $21.03 | +67.5% | COM | 126349109 |
| — | Global Sources Ltd. | 182,570 | $1,674 | 0.0% | $6.71 | — | COM | G39300101 |
| STT | State Street Corp. | 22,770 | $1,228 | 0.0% | $42.64 | +5.8% | COM | 857477103 |
| DG | Dollar General Corp. | 8,619 | $810 | 0.0% | $62.40 | +22.1% | COM | 256677105 |
| — | Bridge Bancorp, Inc. | 17,480 | $496 | 0.0% | $26.29 | — | COM | 108035106 |
| DLB | Dolby Laboratories, Inc. | 9,812 | $470 | 0.0% | $33.27 | +20.6% | COM | 25659T107 |
| AXP | American Express Co. | 7,440 | $452 | 0.0% | $64.42 | -14.2% | COM | 025816109 |
| META | Facebook, Inc. | 3,459 | $395 | 0.0% | $104.21 | +9.8% | COM | 30303M102 |
| CMA | Comerica, Inc. | 8,532 | $351 | 0.0% | $29.09 | 0.0% | COM | 200340107 |
| AMZN | Amazon.com, Inc. | 478 | $342 | 0.0% | $31.37 | +7.8% | COM | 023135106 |
| JLL | Jones Lang Lasalle, Inc. | 3,200 | $312 | 0.0% | $112.43 | 0.0% | COM | 48020Q107 |
| — | General Electric Co. | 9,379 | $295 | 0.0% | $31.75 | — | COM | 369604103 |
| EMR | Emerson Electric Co. | 5,081 | $265 | 0.0% | $36.51 | +13.8% | COM | 291011104 |
| — | Nuvectra Corp. | 35,333 | $261 | 0.0% | $5.41 | — | COM | 67075N108 |
| MCK | McKesson Corp. | 1,382 | $258 | 0.0% | $149.58 | +8.7% | COM | 58155Q103 |
| JNJ | Johnson & Johnson | 2,110 | $256 | 0.0% | $79.32 | +9.7% | COM | 478160104 |
| XOM | Exxon Mobil Corp. | 2,482 | $233 | 0.0% | $57.85 | 0.0% | COM | 30231G102 |
| T | AT&T, Inc. | 5,135 | $222 | 0.0% | $15.11 | 0.0% | COM | 00206R102 |
| HD | Home Depot, Inc. | 1,732 | $221 | 0.0% | $104.97 | 0.0% | COM | 437076102 |
| USB | U.S. Bancorp | 5,463 | $220 | 0.0% | $29.72 | -1.8% | COM | 902973304 |
| KHC | Kraft Heinz Co. | 2,446 | $216 | 0.0% | $53.59 | 0.0% | COM | 500754106 |
| — | Express Scripts Holding Co. | 2,785 | $211 | 0.0% | $65.10 | — | COM | 30219G108 |
| BAC | Bank of America Corp. | 14,741 | $196 | 0.0% | $13.36 | -15.1% | COM | 060505104 |
| HBAN | Huntington Bancshares, Inc. | 12,408 | $111 | 0.0% | $6.58 | 0.0% | COM | 446150104 |
| — | Sprint Corporation WI | 13,556 | $61 | 0.0% | $3.64 | — | COM | 85207U105 |